-50.3%
DOCS vs SIMO
+346.1%
-396.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.7% | -11.5% | -3.9% |
| 7D | -1.4% | +4.2% | -5.7% | -2.1% |
| 30D | +21.8% | +4.1% | +17.7% | +20.0% |
| 3M | +27.3% | -12.9% | +40.2% | +26.5% |
| 6M | -0.3% | +110.3% | -110.7% | -22.1% |
| YTD | -40.5% | +178.6% | -219.1% | -58.0% |
| 1Y | -61.5% | +220.0% | -281.5% | -74.2% |
| 3Y | +8.2% | +409.0% | -400.9% | -41.5% |
| 5Y | -73.4% | +277.3% | -350.7% | -84.5% |
| All | -50.3% | +346.1% | -396.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling